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  • Higher significance level

    Deal all,

    I am running an OLS regression analysis and the significance level is set by default at 1%, 5% and 10%. I was wondering if is there a way to increase the significance level to 2%, 6% or 11% for instance ?

    Below are the commands I use to run the regression analysis.

    regress TobinsQ green_acquisitions int_green_rep reputation int_green_EPI EPI cash size cb_acquisitions age
    outreg2 using mypreciousresults, word replace

    Thank you!

    Regards,
    Iulia

  • #2
    Iulia:
    you can set the -level()- option according to your research goals:
    Code:
    . use "C:\Program Files\Stata16\ado\base\a\auto.dta"
    (1978 Automobile Data)
    
    . reg price i.foreign, level(98)
    
          Source |       SS           df       MS      Number of obs   =        74
    -------------+----------------------------------   F(1, 72)        =      0.17
           Model |  1507382.66         1  1507382.66   Prob > F        =    0.6802
        Residual |   633558013        72  8799416.85   R-squared       =    0.0024
    -------------+----------------------------------   Adj R-squared   =   -0.0115
           Total |   635065396        73  8699525.97   Root MSE        =    2966.4
    
    ------------------------------------------------------------------------------
           price |      Coef.   Std. Err.      t    P>|t|     [98% Conf. Interval]
    -------------+----------------------------------------------------------------
         foreign |
        Foreign  |   312.2587   754.4488     0.41   0.680    -1482.773     2107.29
           _cons |   6072.423    411.363    14.76   0.000     5093.683    7051.164
    ------------------------------------------------------------------------------
    
    .
    Kind regards,
    Carlo
    (Stata 18.0 SE)

    Comment


    • #3
      I don't understand #1 unless it's a question about outreg2 (from SSC, as you are asked to explain).

      regress has a default confidence interval of 95%, which is a different question.

      Please show your output and/or use a reproducible example. We can't use your data to reproduce your output.

      FAQ Advice #12 explains this advice. https://www.statalist.org/forums/help#stata is a direct link for you.

      Comment


      • #4
        Thank you for your reply. I will certainly do so next time.

        Regards,
        Iulia

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